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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics"
~subject:"Risk premium"
~subject:"Robustes Verfahren"
~subject:"Volatility"
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USA
Volatilität
Risk premium
Robustes Verfahren
Volatility
Estimation theory
49
Schätztheorie
49
Estimation
20
Schätzung
20
Time series analysis
15
Zeitreihenanalyse
15
Statistical test
10
Statistischer Test
10
Correlation
9
Korrelation
9
ARCH model
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ARCH-Modell
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Forecasting model
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Portfolio selection
8
Portfolio-Management
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Prognoseverfahren
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Statistical distribution
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Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
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Risk measure
7
Analysis of variance
6
CAPM
6
Induktive Statistik
6
Robust statistics
6
Sampling
6
Statistical inference
6
Stichprobenerhebung
6
Varianzanalyse
6
Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
4
Regression analysis
4
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English
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Khalaf, Lynda
2
Peñaranda, Francisco
2
Sancetta, Alessio
2
Zaffaroni, Paolo
2
Buccheri, Giuseppe
1
Cipollini, Fabrizio
1
Dahl, Christian M.
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Iglesias, Emma M.
1
Inoue, Atsushi
1
Jiang, Binyan
1
Ko, Yi-Chen
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
Nadler, Philip
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
Palandri, Alessandro
1
Pelletier, Denis
1
Sucarrat, Genaro
1
Tang, Cheng Yong
1
Taylor, Stephen
1
Toscano, Giacomo
1
Vocalelli, Giorgio
1
Wang, Jr-Yan
1
Whited, Toni Marion
1
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Journal of financial econometrics
Journal of econometrics
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Economics letters
57
The review of economics and statistics
45
Working paper / National Bureau of Economic Research, Inc.
45
Discussion paper / Tinbergen Institute
34
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
Econometric reviews
33
Journal of applied econometrics
30
NBER working paper series
30
Econometric theory
29
International journal of forecasting
29
CREATES research paper
28
Journal of empirical finance
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
European journal of operational research : EJOR
25
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of banking & finance
22
Journal of forecasting
22
NBER Working Paper
22
KBI
21
American journal of agricultural economics
20
The econometrics journal
20
Applied economics
19
Discussion paper series / IZA
19
Journal of the American Statistical Association : JASA
19
Economic modelling
18
The journal of finance : the journal of the American Finance Association
18
The journal of futures markets
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Finance research letters
17
Quantitative finance
17
Journal of financial and quantitative analysis : JFQA
16
The review of financial studies
16
Discussion paper / Centre for Economic Policy Research
15
International journal of theoretical and applied finance
15
Cahiers du Département d'Econométrie
14
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ECONIS (ZBW)
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1
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
2
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
3
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
4
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
5
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
6
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
7
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
8
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
9
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
10
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
1
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